1 files changed, 64 insertions, 0 deletions
diff --git a/examples/random.h b/examples/random.h
new file mode 100644
index 0000000..0d55b49
--- /dev/null
+++ b/examples/random.h
@@ -0,0 +1,64 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2014 Google Inc. All rights reserved.
+// http://code.google.com/p/ceres-solver/
+//
+// Redistribution and use in source and binary forms, with or without
+// modification, are permitted provided that the following conditions are met:
+//
+// * Redistributions of source code must retain the above copyright notice,
+//   this list of conditions and the following disclaimer.
+// * Redistributions in binary form must reproduce the above copyright notice,
+//   this list of conditions and the following disclaimer in the documentation
+//   and/or other materials provided with the distribution.
+// * Neither the name of Google Inc. nor the names of its contributors may be
+//   used to endorse or promote products derived from this software without
+//   specific prior written permission.
+//
+// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
+// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+// POSSIBILITY OF SUCH DAMAGE.
+//
+// Author: sameeragarwal@google.com (Sameer Agarwal)
+
+#ifndef CERES_EXAMPLES_RANDOM_H_
+#define CERES_EXAMPLES_RANDOM_H_
+
+#include <math.h>
+#include <stdlib.h>
+
+namespace ceres {
+namespace examples {
+
+// Return a random number sampled from a uniform distribution in the range
+// [0,1].
+inline double RandDouble() {
+  double r = static_cast<double>(rand());
+  return r / RAND_MAX;
+}
+
+// Marsaglia Polar method for generation standard normal (pseudo)
+// random numbers http://en.wikipedia.org/wiki/Marsaglia_polar_method
+inline double RandNormal() {
+  double x1, x2, w;
+  do {
+    x1 = 2.0 * RandDouble() - 1.0;
+    x2 = 2.0 * RandDouble() - 1.0;
+    w = x1 * x1 + x2 * x2;
+  } while ( w >= 1.0 || w == 0.0 );
+
+  w = sqrt((-2.0 * log(w)) / w);
+  return x1 * w;
+}
+
+}  // namespace examples
+}  // namespace ceres
+
+#endif  // CERES_EXAMPLES_RANDOM_H_